Daily Derivatives Report:17 May 2018

1. DAILY DAILY DERIVATIVES DERIVATIVES 17 May 2018 Volatility FII Activity Nifty Futures View India VIX Index 13.37 INDEX FUTURES -637 Nifty Active Futures 10761.25 Nifty ATM Call IV 9.68 INDEX OPTIONS 2271 Nifty Active Futures OI 23602875 Nifty ATM Put IV 12.03 STOCK FUTURES -397 Change in OI -436575 PCR Index Options 1.52 STOCK OPTIONS -22 Premium / Discount 20.15 PCR F&O Total 0.55 FII Net Activity 1215 Inference Long Unwinding HIGHLIGHTS: Nifty Futures closed at 10761.25 on a negative note with 1.82% decreased in open interest indicates Long Unwinding. Nifty futures closed with 20.15 points premium compared to pevious day premium of 16.75 point. Nifty Options OI Distribution Nifty Options OI Distribution FII's were sellers in Index Futures to the tune of 637 crores and were buyers in Index Options to the tune of 2271 crores, Stock Futures were sold to the tune of 397 crores. FII's were net buyers in derivative segment to the tune of 1215 crores. India VIX index is at 13.37. Nifty ATM call option IV is currently at 9.68 whereas Nifty ATM put option IV is quoting at 12.03. Index options PCR is at 1.52 and F&O Total PCR is at 0.55. Nifty Options -Change in OI Nifty Options -Change in OI Among stock futures ESCORTS ,BALKRISIND ,PAGEIND & CAPF have witnessed long build up and may show strength in coming session. Stock which witnessed short build up are MUTHOOTFIN ,TVSMOTOR ,PNB & CIPLA and may remain weak in coming session. Nifty Put options OI distribution shows that 10500 has highest OI concentration followed by 10700 & 10600 which may act as support for current expiry. Nifty call strike 11000 followed by 10800 witnessed significant OI concnetration and may act as resistance for current expiry. SECURITIES IN BAN PERIOD SECURITIES IN BAN PERIOD Market Indsite: DHFL,IRB,JETAIRWAYS,JPASSOCIAT,JUSTDIAL,PCJEWELLERS,RCOM,WOCKPHARMA Stock Futures - Long Build Up Stock Futures - Short Build Up Stock Futures - Long Build Up Stock Futures - Short Build Up Market Indsite: Symbol Fut Price % Chg Open Interest % Chg Symbol Fut Price % Chg Open Interest % Chg ESCORTS 961.75 0.017779 5022600 0.10 MUTHOOTFIN 421.6 -0.01461 2037000 0.24 BALKRISIND 1210.15 0.031143 1198400 0.10 TVSMOTOR 606.9 -0.02326 5247000 0.20 PAGEIND 23668.3 0.015397 50350 0.05 PNB 75.75 -0.1197 80625000 0.17 CIPLA 556.5 -0.03015 12878000 0.16 CAPF 563.35 0.014405 8195200 0.05 Source: Source:NSE,SeeDiff,AXISDIRECT Research NSE,SeeDiff,AXISDIRECT Research

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